An Empirical analysis of Stock liquidity in Vietnam

The study examined the relationship between the size of firm which measured by market capitalization, number of issued stocks and liquidity on 283 firms listed on Hochiminh Stock Exchange in 2015. The study used Trading volume, Turnover and Aggregate turnover measures for shares liquidity. Using des...

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Main Author: Bui, Thi Ha Trang
Other Authors: Do, Phuong Huyen
Format: Final Year Project
Language:English
Published: H. : ĐHQGHN 2020
Subjects:
Online Access:http://repository.vnu.edu.vn/handle/VNU_123/98431
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Institution: Vietnam National University, Hanoi
Language: English
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spelling oai:112.137.131.14:VNU_123-984312020-11-26T02:37:47Z An Empirical analysis of Stock liquidity in Vietnam Bui, Thi Ha Trang Do, Phuong Huyen ĐHQGHN - Khoa Quốc tế Hochiminh Stock Exchange 2015 Liquidity variables Liquidity ratio The study examined the relationship between the size of firm which measured by market capitalization, number of issued stocks and liquidity on 283 firms listed on Hochiminh Stock Exchange in 2015. The study used Trading volume, Turnover and Aggregate turnover measures for shares liquidity. Using descriptive statistical, correlation matrix, linear regression and logistic regression, the study has determined that the logistic transformation for Turnover is the best measure of liquidity in Vietnam and detected a moderate positive correlation coefficient among liquidity variables and liquidity ratio. 2020-11-26T02:37:47Z 2020-11-26T02:37:47Z 2016 Final Year Project (FYP) http://repository.vnu.edu.vn/handle/VNU_123/98431 en 58 p 58 p 58 p application/pdf H. : ĐHQGHN
institution Vietnam National University, Hanoi
building VNU Library & Information Center
continent Asia
country Vietnam
Vietnam
content_provider VNU Library and Information Center
collection VNU Digital Repository
language English
topic Hochiminh Stock Exchange
2015
Liquidity variables
Liquidity ratio
spellingShingle Hochiminh Stock Exchange
2015
Liquidity variables
Liquidity ratio
Bui, Thi Ha Trang
An Empirical analysis of Stock liquidity in Vietnam
description The study examined the relationship between the size of firm which measured by market capitalization, number of issued stocks and liquidity on 283 firms listed on Hochiminh Stock Exchange in 2015. The study used Trading volume, Turnover and Aggregate turnover measures for shares liquidity. Using descriptive statistical, correlation matrix, linear regression and logistic regression, the study has determined that the logistic transformation for Turnover is the best measure of liquidity in Vietnam and detected a moderate positive correlation coefficient among liquidity variables and liquidity ratio.
author2 Do, Phuong Huyen
author_facet Do, Phuong Huyen
Bui, Thi Ha Trang
format Final Year Project
author Bui, Thi Ha Trang
author_sort Bui, Thi Ha Trang
title An Empirical analysis of Stock liquidity in Vietnam
title_short An Empirical analysis of Stock liquidity in Vietnam
title_full An Empirical analysis of Stock liquidity in Vietnam
title_fullStr An Empirical analysis of Stock liquidity in Vietnam
title_full_unstemmed An Empirical analysis of Stock liquidity in Vietnam
title_sort empirical analysis of stock liquidity in vietnam
publisher H. : ĐHQGHN
publishDate 2020
url http://repository.vnu.edu.vn/handle/VNU_123/98431
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